You are probably referring to your mobile devices. I've noticed that they do tend to disconnect. They do this I think to conserve power. If you want them to stay connected all the time there is no other way than to jailbreak it and install a package that keeps the network alive. If you have cellular data connection, this should not be necessary, but it you don't the devices will still connect every now and then and receive messages/email and so on. I've noticed this behavior from observing my iPhone while abroad while a broadband wifi connection is available.